Description

This analysis provides a forecast of COMP5692 prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-01-12 53.880206 60.023396 67.013563 75.655443 86.195277 9.882870e+01 115.432588
2025-01-19 42.590371 49.881195 58.901734 71.205765 88.113168 1.114974e+02 148.325748
2025-01-26 40.256025 49.089815 60.807933 78.248448 105.119476 1.483620e+02 233.148191
2025-02-02 38.895211 49.033722 63.298612 86.253080 125.740362 2.004312e+02 393.263009
2025-02-09 36.743347 47.438264 63.149660 89.992761 140.533209 2.511883e+02 637.059561
2025-02-16 34.466129 45.298092 61.741277 91.192035 150.962288 3.004312e+02 1030.007699
2025-02-23 33.308959 44.634553 62.461568 96.160209 171.025004 3.944808e+02 2395.191707
2025-03-02 31.092558 42.090374 59.737675 94.093035 174.463521 4.424866e+02 4629.668849
2025-03-09 29.013942 39.570868 56.753481 90.953310 174.228133 4.786145e+02 9927.752025
2025-03-16 26.641225 36.410180 52.373447 84.344857 163.089975 4.588723e+02 12604.379916
2025-03-23 25.852274 35.734336 52.238296 86.460176 176.443504 5.752960e+02 NaN
2025-03-30 24.641559 34.277181 50.568437 85.028752 179.222658 6.440205e+02 NaN
2025-04-06 23.129984 32.381611 48.220621 82.420421 179.823520 7.230393e+02 NaN
2025-04-13 21.395222 30.037640 44.915702 77.336701 171.415494 7.280050e+02 NaN
2025-04-20 21.428825 30.654333 47.136391 85.389233 212.412388 1.463874e+03 NaN
2025-04-27 21.482297 31.301016 49.504003 94.613666 269.323682 4.559695e+03 NaN
2025-05-04 21.019928 30.989388 49.920596 98.948833 311.496374 2.050372e+04 NaN
2025-05-11 20.344464 30.235001 49.329253 100.342474 341.075304 4.624309e+06 NaN
2025-05-18 20.050225 30.151729 50.138553 106.133244 409.831623 NaN NaN
2025-05-25 19.198285 28.967125 48.431542 103.720410 416.739709 NaN NaN
2025-06-01 18.330241 27.704052 46.447682 100.064927 410.478039 NaN NaN
2025-06-08 17.247313 25.988143 43.354724 92.407825 365.265622 NaN NaN
2025-06-15 16.913997 25.674478 43.352372 94.853316 411.320251 NaN NaN